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We consider that, starting from 2007, in order to deal with the competition, the banks from Romania will have to be prepared to take and effectively manage higher risks, both on their own behalf, and on the behalf of their clients, since the transition to the calculation methodology set up by the new Capital Accord (Basel II) is bound to determine the artificial decrease of the solvency indicator. The very conception of this article has been triggered by two significant phenomenons. First, the banks from Romania have become increasingly interested in developing and enhancing methods and procedures of risk assessment. Second, the Basel Committee on Banking Supervision, followed by the European Commission, has imposed a series of standards referring to the estimation of some crucial indicators on a banking level, under the title of „Basel II”: PD (Probability of default), LGD (Loss given default) and EAD (Exposure at default). In this respect, in 2006, the Romanian government enacted the Decree no. 99 (sanctioned and modified by the Law no. 227/04.07.2007), together with a series of regulations. The decree contains new banking regulatory provisions applicable to credit companies starting with the 1st of January, 2007, the date of Romania’s adherence to the European Union.

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